Cumulative Raw Returns

# variables
J1 <- 250; win1 <- seq(1, J1)
J2 <- 500; win2 <- seq(1, J2)
W <- 250

# Import data
IBOV  <- readRDS("../data/ibov-rps.rds")
SPY   <- readRDS("../data/spy5-rps.rds")

# 
ibov.mkt    <- IBOV$mkt[-win1]
ibov.mkt.ac <- fun.retac(IBOV$mkt[-win1])
ibov.rps.ac <- IBOV$ac.rps

spy.mkt    <- SPY$mkt[-win2]
spy.mkt.ac <- fun.retac(SPY$mkt[-win2])
spy.rps.ac <- SPY$ac.rps

ibov.names <- sort(unique(colnames(IBOV$rps)))
spy.names  <- sort(unique(colnames(SPY$rps)))

IBOV

## Cumulative Raw Returns for IBOV bwd.10

## Cumulative Raw Returns for IBOV bwd.15

## Cumulative Raw Returns for IBOV bwd.20

## Cumulative Raw Returns for IBOV fwd.10

## Cumulative Raw Returns for IBOV fwd.15

## Cumulative Raw Returns for IBOV fwd.20

## Cumulative Raw Returns for IBOV las.10

## Cumulative Raw Returns for IBOV las.15

## Cumulative Raw Returns for IBOV las.20

SP500

## Cumulative Raw Returns for SP500 bwd.20

## Cumulative Raw Returns for SP500 bwd.30

## Cumulative Raw Returns for SP500 bwd.40

## Cumulative Raw Returns for SP500 fwd.20

## Cumulative Raw Returns for SP500 fwd.30

## Cumulative Raw Returns for SP500 fwd.40

## Cumulative Raw Returns for SP500 las.20

## Cumulative Raw Returns for SP500 las.30

## Cumulative Raw Returns for SP500 las.40